+34.6%
ARM vs MSTZ
-99.3%
+134.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.9% | +1.8% | +7.4% |
| 7D | -5.3% | +4.3% | -9.6% | -4.2% |
| 30D | -30.0% | +30.2% | -60.2% | -26.0% |
| 3M | -34.1% | -66.9% | +32.8% | -38.5% |
| 6M | -12.6% | -26.3% | +13.7% | -5.7% |
| YTD | +70.4% | -80.1% | +150.5% | +69.8% |
| 1Y | +22.3% | -57.5% | +79.7% | +35.7% |
| All | +34.6% | -99.3% | +134.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling